-5.6%
TLT vs FANG
+32.3%
-37.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +0.4% |
| 7D | +1.0% | -11.3% | +12.3% | -0.1% |
| 30D | +6.0% | -0.7% | +6.7% | +6.1% |
| 3M | -0.9% | -4.2% | +3.3% | -1.1% |
| 6M | -2.3% | -13.5% | +11.2% | -3.0% |
| YTD | -3.3% | +23.7% | -27.0% | -2.5% |
| 1Y | -5.6% | +34.3% | -39.9% | -4.7% |
| All | -5.6% | +32.3% | -37.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling